Numerical issues in threshold autoregressive modeling of time series
Jerry Coakley; Ana-María Fuertes; María-Teresa Pérez
| Year of publication: |
2003
|
|---|---|
| Authors: | Coakley, Jerry ; Fuertes, Ana María ; Pérez, María-Teresa |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 11/12, p. 2219-2242
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001768920